Computational aspects of prospect theory with asset pricing applications (Q2642595): Difference between revisions
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Revision as of 07:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational aspects of prospect theory with asset pricing applications |
scientific article |
Statements
Computational aspects of prospect theory with asset pricing applications (English)
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17 August 2007
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Prospect theory
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Asset pricing
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Equity premium puzzle
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Global optimization
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Non-smooth problems
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Numerical algorithms
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